+42.8%
TSM vs WU
-15.0%
+57.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -1.5% |
| 7D | +6.2% | -2.0% | +8.2% | +6.0% |
| 30D | -7.3% | +11.4% | -18.7% | -6.6% |
| 3M | -7.1% | -6.8% | -0.3% | -6.7% |
| 6M | +0.2% | -14.6% | +14.9% | -0.4% |
| YTD | +32.2% | -20.6% | +52.9% | +32.6% |
| 1Y | +42.8% | -15.4% | +58.2% | +42.8% |
| All | +42.8% | -15.0% | +57.8% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling